-28.3%
MOS vs FBTC
+42.6%
-70.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.1% |
| 7D | -2.0% | -9.2% | +7.2% | -0.9% |
| 30D | +15.3% | -15.8% | +31.1% | +17.5% |
| 3M | +1.5% | +8.7% | -7.2% | +0.4% |
| 6M | -2.0% | -13.6% | +11.6% | -0.8% |
| YTD | -6.5% | -21.5% | +15.0% | -4.8% |
| 1Y | -11.1% | -29.9% | +18.9% | -8.4% |
| All | -28.3% | +42.6% | -70.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FBTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling